Adjustable-band moving average learning strategies for technical analysis: evidence from the Dow Jones Industrial Average-Reference-Cited by-同舟云学术

Adjustable-band moving average learning strategies for technical analysis: evidence from the Dow Jones Industrial Average

Published:2023-10-17 Issue: Volume: Page:1-10
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Svogun Daniel¹^ORCID,Rudys Valentinas²^ORCID

Affiliation:

1. The Busch School of Business, The Catholic University of America, Washington, DC, USA

2. Goddard School of Business & Economics at Weber State University, Ogden, UT, USA

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2023.2269632

Reference23 articles.

1. Using genetic algorithms to find technical trading rules1Helpful comments were made by Adam Dunsby, Lawrence Fisher, Steven Kimbrough, Paul Kleindorfer, Michele Kreisler, James Laing, Josef Lakonishok, George Mailath, and seminar participants at Institutional Investor, J.P. Morgan, the NBER Asset Pricing Program, Ohio State University, Purdue University, the Santa Fe Institute, Rutgers University, Stanford University, University of California, Berkeley, University of Michigan, University of Pennsylvania, University of Utah, Washington University (St. Louis), and the 1995 AFA Meetings in Washington, D.C. We are particularly grateful to Kenneth R. French (the referee), and G. William Schwert (the editor) for their suggestions. Financial support from the National Science Foundation is gratefully acknowledged by the first author and from the Academy of Finland by the second and from the Geewax-Terker Program in Financial Instruments by both. Correspondence should be addressed to Franklin Allen, The Wharton School, University of Pennsylvania, Philadelphia, PA 19104-6367.1

2. Equity Trading in the 21st Century: An Update

3. Technical trading revisited: False discoveries, persistence tests, and transaction costs

4. Becker, L. A., and M. Seshadri. 2003. “Gp-Evolved Technical Trading Rules Can Outperform Buy and Hold.” 6th International Conference on Computational Intelligence and Natural Computing, 26–30. Citeseer.

5. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

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1. Optimizing the moving average trade rule for cryptocurrencies: implications of band size and transaction costs;Applied Economics Letters;2024-08-26

2. An Adjustable-Band Moving Average Tradingalgorithm for Cryptocurrencies;2023